Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 51'300 | 51'300 | 50'962 | 50'962 | 43'214 CHF | 43'724 CHF | 100.00% | 100.00% |
12.07.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 51'000 | 51'000 | 50'751 | 50'751 | 43'392 CHF | 43'900 CHF | 97.20% | 97.20% |
11.07.2024 | 1.24% | 0.84 CHF | 0.85 CHF | 51'400 | 51'400 | 52'066 | 52'066 | 42'201 CHF | 42'722 CHF | 100.00% | 100.00% |
10.07.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 53'400 | 53'400 | 52'895 | 52'895 | 41'323 CHF | 41'853 CHF | 100.00% | 100.00% |
09.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 53'500 | 53'500 | 52'857 | 52'857 | 41'254 CHF | 41'783 CHF | 99.48% | 99.99% |
08.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 53'400 | 53'400 | 52'583 | 52'583 | 41'477 CHF | 42'003 CHF | 100.00% | 100.00% |
05.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 53'300 | 53'300 | 52'493 | 52'493 | 41'805 CHF | 42'330 CHF | 100.00% | 100.00% |
04.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 52'900 | 52'900 | 52'169 | 52'169 | 41'981 CHF | 42'503 CHF | 100.00% | 100.00% |
03.07.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 53'000 | 53'000 | 52'452 | 52'452 | 41'808 CHF | 42'333 CHF | 98.71% | 98.71% |
02.07.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 52'900 | 52'900 | 52'814 | 52'814 | 41'269 CHF | 41'797 CHF | 100.00% | 100.00% |